no. 3
Quadratic mean and almost-sure convergence of unbounded stochastic approximation algorithms with correlated observations
Annales de l'I.H.P. Probabilités et statistiques, Tome 19 (1983) no. 3, pp. 235-255 
@article{AIHPB_1983__19_3_235_0,
     author = {Eweda, E. and Macchi, O.},
     title = {Quadratic mean and almost-sure convergence of unbounded stochastic approximation algorithms with correlated observations},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {235--255},
     year = {1983},
     publisher = {Gauthier-Villars},
     volume = {19},
     number = {3},
     mrnumber = {725558},
     zbl = {0525.62079},
     language = {en},
     url = {https://www.numdam.org/item/AIHPB_1983__19_3_235_0/}
}
TY  - JOUR
AU  - Eweda, E.
AU  - Macchi, O.
TI  - Quadratic mean and almost-sure convergence of unbounded stochastic approximation algorithms with correlated observations
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 1983
SP  - 235
EP  - 255
VL  - 19
IS  - 3
PB  - Gauthier-Villars
UR  - https://www.numdam.org/item/AIHPB_1983__19_3_235_0/
LA  - en
ID  - AIHPB_1983__19_3_235_0
ER  - 
%0 Journal Article
%A Eweda, E.
%A Macchi, O.
%T Quadratic mean and almost-sure convergence of unbounded stochastic approximation algorithms with correlated observations
%J Annales de l'I.H.P. Probabilités et statistiques
%D 1983
%P 235-255
%V 19
%N 3
%I Gauthier-Villars
%U https://www.numdam.org/item/AIHPB_1983__19_3_235_0/
%G en
%F AIHPB_1983__19_3_235_0
Eweda, E.; Macchi, O. Quadratic mean and almost-sure convergence of unbounded stochastic approximation algorithms with correlated observations. Annales de l'I.H.P. Probabilités et statistiques, Tome 19 (1983) no. 3, pp. 235-255. https://www.numdam.org/item/AIHPB_1983__19_3_235_0/

[1] H. Robbins, S. Monro, « A Stochastic Approximation Method », The Annals of Mathematical Statistics, t. 22, 1951, p. 400-407. | Zbl | MR

[2] L. Schmetterer, « Stochastic Approximation », Proc. of the Fourth Berkeley Symp. on Math. Stat. and Proba., p. 587-609. | Zbl | MR

[3] D. Sakrison, « Stochastic Approximation, a Recursive Method for Solving Regression Problems », Adv. in Comm. Systems, A. V. Balakrishnan Éditeur, Acad. Press, 1966, p. 51-106.

[4] C. Macchi, Itération stochastique et Traitements numériques adaptatifs, Thèse d'État, Paris, 1972.

[5] B. Widrow, J.M. Mccool, M.G. Larimore, C.R. Johnson, « Stationary learning characteristics of the LMS adaptive filter » Proc. IEEE, t. 64, n° 8, 1976, p. 1151-1162. | MR

[6] O. Macchi, « Résolution adaptative de l'équation de Wiener-Hopf. Cas d'un canal de données affecté de gigue », Ann. Inst. Henri Poincaré, t. 14, n° 3, 1978, p. 355-377. | Zbl | MR | Numdam

[7] H.J. Kushner, D.S. Clark, « Stochastic approximation methods for constrained and unconstrained systems », Appl. Math. Sci. Series, n° 26, Springer-Verlag, Berlin, 1978, ch. 1. | Zbl | MR

[8] L. Ljung, « Analysis of a recursive stochastic algorithm », IEEE Trans. on Automatic Control, t. AC 22, 1977, p. 551-575. | Zbl | MR

[9] D.C. Farden, « Stochastic Approximation with Correlated Data », IEEE Trans. on Information Theory, t. IT 27, n° 1, 1981, p. 105-113. | Zbl | MR

[10] E. Eweda, O. Macchi, « Convergence of an adaptive linear estimation algorithm », IEEE Trans. on Automatic Control, t. AC 28, n° 10, octobre 1983.

[11] O. Macchi, E. Eweda, « Second order convergence analysis of stochastic adaptive linear filtering ». IEEE Trans. on Automatic Control, t. 28, n° 1, janvier 1983, p. 76-85. | Zbl | MR

[12] E. Eweda, Egalisation adaptative d'un canal filtrant non stationnaire. Thèse Ingénieur-Docteur, Orsay, 19 mars 1980.

[13] E. Eweda, O. Macchi, « Poursuite adaptative du filtrage optimal non stationnaire ». C. R. Acad. Sci., t. 293, série I, 1981, p. 497-500. | Zbl | MR

[14] H. Cramer and M.R. Leadbetter, Stationary and Related Stochastic Processes. New York: Wiley, 1967. | Zbl | MR